From 61eedc678d299b7e54f0ee43355fa963cddbc622 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Thu, 08 Oct 2026 10:35:31 +0800
Subject: [PATCH] fix(gate-api): 修复网格交易重置策略中的竞态条件问题
---
src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java | 490 +++++++++++++++++++++++++++++++++++++++++++++++++-----
1 files changed, 444 insertions(+), 46 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
index 3a327f9..ac5024b 100644
--- a/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
+++ b/src/main/java/com/xcong/excoin/modules/gateApi/GateGridTradeService.java
@@ -19,6 +19,7 @@
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.*;
+import java.util.concurrent.ConcurrentHashMap;
import java.util.concurrent.atomic.AtomicBoolean;
import java.util.concurrent.atomic.AtomicInteger;
@@ -160,6 +161,11 @@
private volatile int lastShortStopLossGridId = Integer.MAX_VALUE;
/** 自定义止损模式激活标记：true=尚未发生第一次止损触发，第一次触发后置 false（触发未触发侧重挂默认） */
private final AtomicBoolean dualStopLossModeActive = new AtomicBoolean(false);
+
+ /** 止盈触发对向加仓：多仓止盈→空仓开仓单ID → 网格ID（成交后在该网格+1挂空仓止损） */
+ private final Map<String, Integer> tpOppositeShortOrderGridMap = new ConcurrentHashMap<>();
+ /** 止盈触发对向加仓：空仓止盈→多仓开仓单ID → 网格ID（成交后在该网格-1挂多仓止损） */
+ private final Map<String, Integer> tpOppositeLongOrderGridMap = new ConcurrentHashMap<>();
private volatile BigDecimal lastKlinePrice;
private volatile BigDecimal markPrice = BigDecimal.ZERO;
@@ -603,14 +609,16 @@
log.info("[Gate] 重置策略，开始第{}轮...", currentRound);
state = StrategyState.STOPPED;
- try {
- futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
- } catch (ApiException e) {
- e.printStackTrace();
- }
- closeExistingPositions();
- // 提交到 executor 末尾：单线程FIFO保证前面所有平仓/取消任务完成后才重置
+ // 关键修复：取消+平仓+延时+重启必须整体放进 executor 队列末尾，让上一轮排队的
+ // 挂单任务先执行完（挂到交易所），随后的 cancel 才能取消到它们。若 cancel 仍留在
+ // WS 线程同步执行，会早于上一轮挂单任务，取消不到"尚未挂出"的单（竞态）。
executor.submitTask(() -> {
+ try {
+ futuresApi.cancelPriceTriggeredOrderList(SETTLE, config.getContract());
+ } catch (ApiException e) {
+ e.printStackTrace();
+ }
+ closeExistingPositions();
try { Thread.sleep(3000); } catch (InterruptedException e) { Thread.currentThread().interrupt(); }
// 注意：startGrid() 会将 currentRound 归零，这里需要保留
int savedRound = currentRound;
@@ -786,9 +794,27 @@
return;
}
+ // 止盈单成交 → 清理止盈状态，并按配置触发对向加仓
+ GridElement longTpElem = GridElement.findByLongTakeProfitOrderId(orderId);
+ if (longTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ handleLongTakeProfitTriggered(longTpElem, orderId);
+ return;
+ }
+ GridElement shortTpElem = GridElement.findByShortTakeProfitOrderId(orderId);
+ if (shortTpElem != null && StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")) {
+ handleShortTakeProfitTriggered(shortTpElem, orderId);
+ return;
+ }
+
GridElement shortGridElement = GridElement.findByShortOrderId(orderId);
if (shortGridElement != null) {
if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0") ){
+ // 止盈触发的对向加仓空仓开仓单成交 → 在网格+1挂空仓止损
+ Integer tpOppositeGridId = tpOppositeShortOrderGridMap.remove(orderId);
+ if (tpOppositeGridId != null) {
+ handleTpOppositeShortAddFilled(shortGridElement, tpOppositeGridId);
+ return;
+ }
int filledQty = Integer.parseInt(shortGridElement.getShortTraderParam().getQuantity());
shortEntryTraderIdParam(shortGridElement, orderId, false);
@@ -812,8 +838,9 @@
lastShortStopLossGridId = Integer.MAX_VALUE;
// [Gate-需求2] 加仓后先撤空仓所有止盈+止损，再查交易所持仓后重挂
cancelAllShortTakeProfitsAndStopLosses();
- // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
- int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ // REST/WS 持仓可能因交易所延迟返回旧值（仓位归零后重开甚至为 0），
+ // 与本次成交张数 filledQty 取最大值兜底，避免 posSize=0 导致止盈止损全部跳过
+ int posSize = Math.max(Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue()), filledQty);
extendShortStopLoss(posSize, shortGridElement.getId());
// [Gate] 止盈挂单：超出基础仓位的部分，挂在多仓第一止损位
if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
@@ -821,6 +848,8 @@
} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
placeDispersedTakeProfit(posSize, false, shortGridElement.getId());
}
+ // [Gate] 基础仓位止盈挂单：与超额止盈并行，独立于止盈模式
+ placeBaseTakeProfit(posSize, false, shortGridElement.getId());
log.info("[Gate] 空单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
@@ -831,6 +860,12 @@
if (longGridElement != null) {
if (StrUtil.isNotEmpty(tradeId) && !tradeId.equals("0")){
+ // 止盈触发的对向加仓多仓开仓单成交 → 在网格-1挂多仓止损
+ Integer tpOppositeGridId = tpOppositeLongOrderGridMap.remove(orderId);
+ if (tpOppositeGridId != null) {
+ handleTpOppositeLongAddFilled(longGridElement, tpOppositeGridId);
+ return;
+ }
int filledQty = Integer.parseInt(longGridElement.getLongTraderParam().getQuantity());
longEntryTraderIdParam(longGridElement, orderId, false);
@@ -854,8 +889,9 @@
lastLongStopLossGridId = Integer.MAX_VALUE;
// [Gate-需求2] 加仓后先撤多仓所有止盈+止损，再查交易所持仓后重挂
cancelAllLongTakeProfitsAndStopLosses();
- // REST 查询可能因交易所延迟返回旧值，与 WS 本地缓存取最大值兜底
- int posSize = Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue());
+ // REST/WS 持仓可能因交易所延迟返回旧值（仓位归零后重开甚至为 0），
+ // 与本次成交张数 filledQty 取最大值兜底，避免 posSize=0 导致止盈止损全部跳过
+ int posSize = Math.max(Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue()), filledQty);
extendLongStopLoss(posSize, longGridElement.getId());
// [Gate] 止盈挂单：超出基础仓位的部分，挂在空仓第一止损位
if (GateConfig.EXCESS_TP_CONCENTRATED.equals(config.getPlaceExcessTakeProfit())) {
@@ -863,10 +899,239 @@
} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
placeDispersedTakeProfit(posSize, true, longGridElement.getId());
}
+ // [Gate] 基础仓位止盈挂单：与超额止盈并行，独立于止盈模式
+ placeBaseTakeProfit(posSize, true, longGridElement.getId());
log.info("[Gate] 多单成交 gridId:{}, 当前持仓:{}张", filledQty, posSize);
}
}
+ }
+
+
+ /**
+ * 多仓止盈单成交：清理止盈状态，并按配置在对向（空仓）挂开仓单。
+ *
+ * @param tpElem 触发止盈的网格元素
+ * @param orderId 止盈单 ID
+ */
+ private void handleLongTakeProfitTriggered(GridElement tpElem, String orderId) {
+ // 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
+ boolean isLastTp = GridElement.getLongTakeProfitCount() <= 1;
+ // 清理止盈单状态（移除已成交的这笔止盈单）
+ longTakeProfitTraderIdParam(tpElem, orderId, false);
+ log.info("[Gate] 多仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
+ GridElement.getLongTakeProfitCount());
+
+ // 止盈依次上移：先取消之前挂的对向空开仓单，再挂新单
+ cancelTpOppositeShortEntries();
+
+ if (!config.isTpTriggerOppositeAddEnabled()) {
+ return;
+ }
+ if (isLastTp) {
+ log.info("[Gate] 多仓止盈为最后一个, 不触发对向加仓, gridId:{}", tpElem.getId());
+ return;
+ }
+ int qty = config.getTpTriggerOppositeAddQuantity();
+ if (qty <= 0) {
+ return;
+ }
+ // 多仓止盈在 gridId=N 成交，对向空仓开仓单挂在 gridId=N-1
+ int targetGridId = tpElem.getId() - 1;
+ GridElement target = GridElement.findById(targetGridId);
+ if (target == null) {
+ log.warn("[Gate] 止盈触发对向加仓: 目标网格不存在, 止盈gridId:{}, 目标gridId:{}", tpElem.getId(), targetGridId);
+ return;
+ }
+ placeOppositeAddShortEntry(target, tpElem, qty);
+ }
+
+ /**
+ * 空仓止盈单成交：清理止盈状态，并按配置在对向（多仓）挂开仓单。
+ *
+ * @param tpElem 触发止盈的网格元素
+ * @param orderId 止盈单 ID
+ */
+ private void handleShortTakeProfitTriggered(GridElement tpElem, String orderId) {
+ // 清理前判断：当前是否为该方向最后一个止盈单（最后一个不触发对向加仓）
+ boolean isLastTp = GridElement.getShortTakeProfitCount() <= 1;
+ // 清理止盈单状态（移除已成交的这笔止盈单）
+ shortTakeProfitTraderIdParam(tpElem, orderId, false);
+ log.info("[Gate] 空仓止盈触发 gridId:{}, orderId:{}, 剩余止盈:{}", tpElem.getId(), orderId,
+ GridElement.getShortTakeProfitCount());
+
+ // 止盈依次下移：先取消之前挂的对向多开仓单，再挂新单
+ cancelTpOppositeLongEntries();
+
+ if (!config.isTpTriggerOppositeAddEnabled()) {
+ return;
+ }
+ if (isLastTp) {
+ log.info("[Gate] 空仓止盈为最后一个, 不触发对向加仓, gridId:{}", tpElem.getId());
+ return;
+ }
+ int qty = config.getTpTriggerOppositeAddQuantity();
+ if (qty <= 0) {
+ return;
+ }
+ // 空仓止盈在 gridId=N 成交，对向多仓开仓单挂在 gridId=N+1
+ int targetGridId = tpElem.getId() + 1;
+ GridElement target = GridElement.findById(targetGridId);
+ if (target == null) {
+ log.warn("[Gate] 止盈触发对向加仓: 目标网格不存在, 止盈gridId:{}, 目标gridId:{}", tpElem.getId(), targetGridId);
+ return;
+ }
+ placeOppositeAddLongEntry(target, tpElem, qty);
+ }
+
+ /**
+ * 取消所有已挂未成交的对向空仓开仓单（止盈依次上移时，取消旧位置的开仓单）。
+ */
+ private void cancelTpOppositeShortEntries() {
+ if (tpOppositeShortOrderGridMap.isEmpty()) {
+ return;
+ }
+ List<String> orderIds = new ArrayList<>(tpOppositeShortOrderGridMap.keySet());
+ tpOppositeShortOrderGridMap.clear();
+ for (String oid : orderIds) {
+ GridElement elem = GridElement.findByShortOrderId(oid);
+ if (elem != null) {
+ elem.removeShortOrderId(oid);
+ elem.setHasShortOrder(elem.hasShortOrderIds());
+ }
+ executor.cancelConditionalOrder(oid, o -> {});
+ log.info("[Gate] 取消对向空开仓单, orderId:{}", oid);
+ }
+ GridElement.refreshIndices();
+ }
+
+ /**
+ * 取消所有已挂未成交的对向多仓开仓单（止盈依次下移时，取消旧位置的开仓单）。
+ */
+ private void cancelTpOppositeLongEntries() {
+ if (tpOppositeLongOrderGridMap.isEmpty()) {
+ return;
+ }
+ List<String> orderIds = new ArrayList<>(tpOppositeLongOrderGridMap.keySet());
+ tpOppositeLongOrderGridMap.clear();
+ for (String oid : orderIds) {
+ GridElement elem = GridElement.findByLongOrderId(oid);
+ if (elem != null) {
+ elem.removeLongOrderId(oid);
+ elem.setHasLongOrder(elem.hasLongOrderIds());
+ }
+ executor.cancelConditionalOrder(oid, o -> {});
+ log.info("[Gate] 取消对向多开仓单, orderId:{}", oid);
+ }
+ GridElement.refreshIndices();
+ }
+
+ /**
+ * 在目标网格挂空仓对向开仓单，并记录订单ID→网格ID映射，供成交后挂止损。
+ */
+ private void placeOppositeAddShortEntry(GridElement target, GridElement tpElem, int qty) {
+ target.setHasShortOrder(true);
+ executor.placeConditionalEntryOrder(
+ target.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ negate(String.valueOf(qty)),
+ orderId -> {
+ tpOppositeShortOrderGridMap.put(orderId, target.getId());
+ shortEntryTraderIdParam(target, orderId, true);
+ log.info("[Gate] 多仓止盈触发对向加仓, 止盈gridId:{}, 空仓开仓gridId:{}, 数量:{}张, orderId:{}",
+ tpElem.getId(), target.getId(), qty, orderId);
+ },
+ () -> {
+ if (!target.hasShortOrderIds()) {
+ target.setHasShortOrder(false);
+ }
+ GridElement.refreshIndices();
+ log.warn("[Gate] 多仓止盈触发对向加仓挂单失败, 止盈gridId:{}, 目标gridId:{}",
+ tpElem.getId(), target.getId());
+ }
+ );
+ }
+
+ /**
+ * 在目标网格挂多仓对向开仓单，并记录订单ID→网格ID映射，供成交后挂止损。
+ */
+ private void placeOppositeAddLongEntry(GridElement target, GridElement tpElem, int qty) {
+ target.setHasLongOrder(true);
+ executor.placeConditionalEntryOrder(
+ target.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ String.valueOf(qty),
+ orderId -> {
+ tpOppositeLongOrderGridMap.put(orderId, target.getId());
+ longEntryTraderIdParam(target, orderId, true);
+ log.info("[Gate] 空仓止盈触发对向加仓, 止盈gridId:{}, 多仓开仓gridId:{}, 数量:{}张, orderId:{}",
+ tpElem.getId(), target.getId(), qty, orderId);
+ },
+ () -> {
+ if (!target.hasLongOrderIds()) {
+ target.setHasLongOrder(false);
+ }
+ GridElement.refreshIndices();
+ log.warn("[Gate] 空仓止盈触发对向加仓挂单失败, 止盈gridId:{}, 目标gridId:{}",
+ tpElem.getId(), target.getId());
+ }
+ );
+ }
+
+ /**
+ * 对向加仓空仓开仓单成交：在网格+1 挂空仓止损。
+ *
+ * @param elem 开仓单成交的网格元素
+ * @param oppositeGridId 记录的对向开仓网格ID
+ */
+ private void handleTpOppositeShortAddFilled(GridElement elem, int oppositeGridId) {
+ int qty = Integer.parseInt(elem.getShortTraderParam().getQuantity());
+ int stopLossGridId = oppositeGridId + 1;
+ GridElement slElem = GridElement.findById(stopLossGridId);
+ if (slElem == null) {
+ log.warn("[Gate] 对向加仓止损位置不存在, 开仓gridId:{}, 止损gridId:{}", oppositeGridId, stopLossGridId);
+ return;
+ }
+ executor.placeTakeProfit(
+ slElem.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_1,
+ ORDER_TYPE_CLOSE_SHORT,
+ String.valueOf(qty),
+ profitId -> {
+ slElem.addShortStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 对向加仓空仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
+ oppositeGridId, stopLossGridId, qty, profitId);
+ }
+ );
+ }
+
+ /**
+ * 对向加仓多仓开仓单成交：在网格-1 挂多仓止损。
+ *
+ * @param elem 开仓单成交的网格元素
+ * @param oppositeGridId 记录的对向开仓网格ID
+ */
+ private void handleTpOppositeLongAddFilled(GridElement elem, int oppositeGridId) {
+ int qty = Integer.parseInt(elem.getLongTraderParam().getQuantity());
+ int stopLossGridId = oppositeGridId - 1;
+ GridElement slElem = GridElement.findById(stopLossGridId);
+ if (slElem == null) {
+ log.warn("[Gate] 对向加仓止损位置不存在, 开仓gridId:{}, 止损gridId:{}", oppositeGridId, stopLossGridId);
+ return;
+ }
+ executor.placeTakeProfit(
+ slElem.getGridPrice(),
+ FuturesPriceTrigger.RuleEnum.NUMBER_2,
+ ORDER_TYPE_CLOSE_LONG,
+ negate(String.valueOf(qty)),
+ profitId -> {
+ slElem.addLongStopLossOrderId(profitId);
+ GridElement.refreshIndices();
+ log.info("[Gate] 对向加仓多仓止损已挂, 开仓gridId:{}, 止损gridId:{}, 数量:{}张, stopLossId:{}",
+ oppositeGridId, stopLossGridId, qty, profitId);
+ }
+ );
}
@@ -1208,18 +1473,48 @@
GridElement baseElement,String profitId, boolean flag
) {
TraderParam tp = baseElement.getLongTraderParam();
- tp.setTakeProfitOrderId(profitId);
- tp.setTakeProfitPlaced(flag);
- baseElement.setLongTakeProfitOrderId(profitId);
+ if (flag && profitId != null) {
+ // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
+ tp.setTakeProfitOrderId(profitId);
+ tp.setTakeProfitPlaced(true);
+ baseElement.addLongTakeProfitOrderId(profitId);
+ } else {
+ // 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
+ tp.setTakeProfitPlaced(false);
+ if (profitId != null) {
+ baseElement.removeLongTakeProfitOrderId(profitId);
+ if (!baseElement.hasLongTakeProfitOrders()) {
+ tp.setTakeProfitOrderId(null);
+ }
+ } else {
+ baseElement.clearLongTakeProfitOrderIds();
+ tp.setTakeProfitOrderId(null);
+ }
+ }
GridElement.refreshIndices();
}
private void shortTakeProfitTraderIdParam(
GridElement baseElement,String profitId, boolean flag
) {
TraderParam tp = baseElement.getShortTraderParam();
- tp.setTakeProfitOrderId(profitId);
- tp.setTakeProfitPlaced(flag);
- baseElement.setShortTakeProfitOrderId(profitId);
+ if (flag && profitId != null) {
+ // 挂单成功：追加到止盈单列表（支持基础止盈 + 超额止盈并行挂单）
+ tp.setTakeProfitOrderId(profitId);
+ tp.setTakeProfitPlaced(true);
+ baseElement.addShortTakeProfitOrderId(profitId);
+ } else {
+ // 清理：profitId 非空移除指定止盈单，为空清空该网格全部止盈单
+ tp.setTakeProfitPlaced(false);
+ if (profitId != null) {
+ baseElement.removeShortTakeProfitOrderId(profitId);
+ if (!baseElement.hasShortTakeProfitOrders()) {
+ tp.setTakeProfitOrderId(null);
+ }
+ } else {
+ baseElement.clearShortTakeProfitOrderIds();
+ tp.setTakeProfitOrderId(null);
+ }
+ }
GridElement.refreshIndices();
}
@@ -1652,10 +1947,12 @@
if (maxPerSide > 0) {
int upperLimit = maxPerSide;
if (respectCurrentPosition) {
- // 止损追单：单边总持仓不得超过 maxPerSide，追单量 = maxPerSide - 当前持仓
+ // 止损追单：单边总持仓不得超过 maxPerSide，追单量 = maxPerSide - 当前持仓。
+ // 止损单刚成交、WS 持仓推送尚未到达，必须用 REST 实时查询绕过 WS 缓存时序竞态，
+ // 否则会取到滞后的旧持仓（如止损前仍为 10），把追单量错误扣减。
int currentPos = isLong
- ? Math.max(queryPositionSize(Position.ModeEnum.DUAL_LONG), longPositionSize.intValue())
- : Math.max(queryPositionSize(Position.ModeEnum.DUAL_SHORT), shortPositionSize.intValue());
+ ? queryPositionSize(Position.ModeEnum.DUAL_LONG)
+ : queryPositionSize(Position.ModeEnum.DUAL_SHORT);
upperLimit = maxPerSide - currentPos;
}
if (upperLimit <= 0) {
@@ -1943,11 +2240,13 @@
*/
private void cancelAllLongTakeProfitsAndStopLosses() {
for (GridElement e : config.getGridElements()) {
- String tpId = e.getLongTakeProfitOrderId();
- if (tpId != null) {
- e.getLongTraderParam().setTakeProfitPlaced(false);
- e.setLongTakeProfitOrderId(null);
+ for (String tpId : new ArrayList<>(e.getLongTakeProfitOrderIds())) {
executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ e.clearLongTakeProfitOrderIds();
+ if (e.getLongTraderParam() != null) {
+ e.getLongTraderParam().setTakeProfitPlaced(false);
+ e.getLongTraderParam().setTakeProfitOrderId(null);
}
for (String slId : new ArrayList<>(e.getLongStopLossOrderIds())) {
executor.cancelConditionalOrder(slId, oid -> {});
@@ -1963,11 +2262,13 @@
*/
private void cancelAllShortTakeProfitsAndStopLosses() {
for (GridElement e : config.getGridElements()) {
- String tpId = e.getShortTakeProfitOrderId();
- if (tpId != null) {
- e.getShortTraderParam().setTakeProfitPlaced(false);
- e.setShortTakeProfitOrderId(null);
+ for (String tpId : new ArrayList<>(e.getShortTakeProfitOrderIds())) {
executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ e.clearShortTakeProfitOrderIds();
+ if (e.getShortTraderParam() != null) {
+ e.getShortTraderParam().setTakeProfitPlaced(false);
+ e.getShortTraderParam().setTakeProfitOrderId(null);
}
for (String slId : new ArrayList<>(e.getShortStopLossOrderIds())) {
executor.cancelConditionalOrder(slId, oid -> {});
@@ -1982,20 +2283,28 @@
* 首次挂单成交时，取消初始化阶段挂的所有止盈单（多+空），止损单保留不动。
*/
private void cancelAllInitialTakeProfits() {
-
-
GridElement tpElemLong = GridElement.findById(3);
- String longTpId = tpElemLong.getLongTakeProfitOrderId();
- if (longTpId != null) {
- longTakeProfitTraderIdParam(tpElemLong, null, false);
- executor.cancelConditionalOrder(longTpId, oid -> {});
+ if (tpElemLong != null) {
+ for (String tpId : new ArrayList<>(tpElemLong.getLongTakeProfitOrderIds())) {
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ tpElemLong.clearLongTakeProfitOrderIds();
+ if (tpElemLong.getLongTraderParam() != null) {
+ tpElemLong.getLongTraderParam().setTakeProfitPlaced(false);
+ tpElemLong.getLongTraderParam().setTakeProfitOrderId(null);
+ }
}
GridElement tpElemShort = GridElement.findById(-3);
- String shortTpId = tpElemShort.getShortTakeProfitOrderId();
- if (shortTpId != null) {
- shortTakeProfitTraderIdParam(tpElemShort, null, false);
- executor.cancelConditionalOrder(shortTpId, oid -> {});
+ if (tpElemShort != null) {
+ for (String tpId : new ArrayList<>(tpElemShort.getShortTakeProfitOrderIds())) {
+ executor.cancelConditionalOrder(tpId, oid -> {});
+ }
+ tpElemShort.clearShortTakeProfitOrderIds();
+ if (tpElemShort.getShortTraderParam() != null) {
+ tpElemShort.getShortTraderParam().setTakeProfitPlaced(false);
+ tpElemShort.getShortTraderParam().setTakeProfitOrderId(null);
+ }
}
GridElement.refreshIndices();
log.info("[Gate] 首次成交，取消所有初始化止盈单");
@@ -2019,7 +2328,7 @@
}
// [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
- int totalOrders = baseQty / qty;
+ int totalOrders = filledQty / qty;
int[] orders = new int[gridCount];
if (gridCount == 1) {
@@ -2082,7 +2391,7 @@
}
// [Gate] 止损只针对初始开仓仓位(baseQuantity)，加仓部分只做止盈
- int totalOrders = baseQty / qty;
+ int totalOrders = filledQty / qty;
int[] orders = new int[gridCount];
if (gridCount == 1) {
@@ -2383,6 +2692,7 @@
} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
placeDispersedTakeProfit(posSize, true, 0);
}
+ placeBaseTakeProfit(posSize, true, 0);
log.info("[Gate] 生成多仓止盈止损完成, 仓位:{}张", posSize);
});
}
@@ -2405,6 +2715,7 @@
} else if (GateConfig.EXCESS_TP_DISPERSED.equals(config.getPlaceExcessTakeProfit())) {
placeDispersedTakeProfit(posSize, false, 0);
}
+ placeBaseTakeProfit(posSize, false, 0);
log.info("[Gate] 生成空仓止盈止损完成, 仓位:{}张", posSize);
});
}
@@ -2632,9 +2943,11 @@
}
/**
- * 分散止盈：把超出基础仓位的部分，从入场网格下一格开始逐格挂止盈单，一直挂到对手盘止损位。
+ * 分散止盈：把超出基础仓位的部分，从入场网格下一格开始逐格挂止盈单，
+ * 一直挂到对手盘止损位的前一格（不含止损位那一格）。
*
- * <p>数量分配：excessQty ÷ 网格数向下取整，余数全部挂在最后一个止盈网格（对手盘止损位）。
+ * <p>数量分配：每个网格至少挂 1 张；当 excessQty < 网格数时，张数不够则从起点逐格各挂 1 张、
+ * 挂满 excessQty 张即停止；当 excessQty ≥ 网格数时，每格 excessQty÷n，余数堆最后一格（即止损位的前一格）。
*
* <p>方向：多仓成交向价格更高方向（id 递增）铺到空仓第一止损位；
* 空仓成交向价格更低方向（id 递减）铺到多仓第一止损位。
@@ -2655,9 +2968,10 @@
log.warn("[Gate] {}分散止盈失败：未找到对手盘止损位", isLong ? "多仓" : "空仓");
return;
}
- int endId = endElem.getId();
int dir = isLong ? 1 : -1;
int startId = entryGridId + dir;
+ // 分配范围到止损位的前一格截止（不含止损位那一格）
+ int endId = endElem.getId() - dir;
// 终点必须在起点前进方向上，否则退化为集中止盈（全部挂对手盘止损位）
boolean valid = isLong ? (endId >= startId) : (endId <= startId);
@@ -2694,9 +3008,16 @@
int remainder = excessQty % n;
for (int i = 0; i < n; i++) {
- int qty = perGrid;
- if (i == n - 1) {
- qty += remainder;
+ int qty;
+ if (excessQty >= n) {
+ // 超额仓位 ≥ 网格数：每格 perGrid，余数堆最后一格（即止损位的前一格）
+ qty = perGrid;
+ if (i == n - 1) {
+ qty += remainder;
+ }
+ } else {
+ // 超额仓位 < 网格数：前 excessQty 个网格各挂 1 张，其余不挂（避免退化为合并止盈）
+ qty = (i < excessQty) ? 1 : 0;
}
if (qty <= 0) {
continue;
@@ -2723,6 +3044,83 @@
}
/**
+ * 基础止盈：对基础仓位（baseQuantity）也挂止盈单，与超额止盈并行。
+ *
+ * <p>规则：从入场网格下一格（entryGridId ± 1）开始，每格 baseTakeProfitPerGrid 张，
+ * 最多挂 baseTakeProfitGridCount 格，挂到止损位的前一格截止（与分散止盈同起点/同终点）。
+ *
+ * <p>边界：累计张数到 min(baseQuantity, 当前持仓) 即停（张数不足则最后一格挂剩余 = "挂几个算几个"）；
+ * 网格不足时挂到停止位置结束。
+ *
+ * @param posSize 当前总持仓张数
+ * @param isLong true=多仓止盈，false=空仓止盈
+ * @param entryGridId 入场网格 ID
+ */
+ private void placeBaseTakeProfit(int posSize, boolean isLong, int entryGridId) {
+ BigDecimal perGrid = config.getBaseTakeProfitPerGrid();
+ int gridCount = config.getBaseTakeProfitGridCount();
+ if (perGrid == null || perGrid.compareTo(BigDecimal.ZERO) <= 0 || gridCount <= 0) {
+ return;
+ }
+ int baseQty = Integer.parseInt(config.getBaseQuantity());
+ if (baseQty <= 0) {
+ return;
+ }
+ // 张数硬上限 = min(基础张数, 当前持仓)，避免持仓不足 baseQuantity 时超挂
+ int maxQty = Math.min(baseQty, posSize);
+ if (maxQty <= 0) {
+ return;
+ }
+
+ GridElement endElem = isLong ? findFirstShortStopLossGrid() : findFirstLongStopLossGrid();
+ if (endElem == null) {
+ log.warn("[Gate] {}基础止盈失败：未找到对手盘止损位", isLong ? "多仓" : "空仓");
+ return;
+ }
+ int dir = isLong ? 1 : -1;
+ int startId = entryGridId + dir;
+ // 分配范围到止损位的前一格截止（与分散止盈一致）
+ int endId = endElem.getId() - dir;
+
+ BigDecimal remaining = BigDecimal.valueOf(maxQty);
+ int placed = 0;
+ int id = startId;
+ while (placed < gridCount && remaining.compareTo(BigDecimal.ZERO) > 0) {
+ if (isLong ? id > endId : id < endId) {
+ break;
+ }
+ GridElement elem = GridElement.findById(id);
+ if (elem == null) {
+ break;
+ }
+ BigDecimal qty = perGrid.min(remaining);
+ final GridElement fe = elem;
+ final int gid = id;
+ final BigDecimal triggerPrice = elem.getGridPrice();
+ final String size = isLong ? negate(qty.toPlainString()) : qty.toPlainString();
+ final String orderType = isLong ? ORDER_TYPE_CLOSE_LONG : ORDER_TYPE_CLOSE_SHORT;
+ final FuturesPriceTrigger.RuleEnum rule = isLong ? FuturesPriceTrigger.RuleEnum.NUMBER_1
+ : FuturesPriceTrigger.RuleEnum.NUMBER_2;
+ executor.placeTakeProfit(triggerPrice, rule, orderType, size,
+ profitId -> {
+ if (isLong) {
+ longTakeProfitTraderIdParam(fe, profitId, true);
+ } else {
+ shortTakeProfitTraderIdParam(fe, profitId, true);
+ }
+ log.info("[Gate] 基础止盈 {} gridId:{}, 触发价:{}, 数量:{}, tpId:{}",
+ isLong ? "多仓" : "空仓", gid, triggerPrice, size, profitId);
+ }
+ );
+ remaining = remaining.subtract(qty);
+ placed++;
+ id += dir;
+ }
+ log.info("[Gate] 基础止盈 {} 挂单完成, 入场gridId:{}, 挂{}格, 剩余{}张",
+ isLong ? "多仓" : "空仓", entryGridId, placed, remaining);
+ }
+
+ /**
* 在指定网格挂一笔对手止盈单（非满仓超额止盈，挂在止损触发位的下一格）。
*/
private void placeTakeProfitAtGrid(GridElement tpElem, boolean isLong, int qty, int times) {
--
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